+211.8%
PM vs CCL
-42.2%
+254.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | -1.2% | -4.4% | +3.2% | -0.8% |
| 30D | -0.2% | -18.2% | +18.0% | +1.8% |
| 3M | +4.9% | -17.7% | +22.6% | +6.7% |
| 6M | +9.0% | -13.0% | +22.0% | +9.8% |
| YTD | +17.8% | -24.5% | +42.3% | +20.0% |
| 1Y | +16.8% | -26.9% | +43.8% | +19.1% |
| 3Y | +125.4% | +50.8% | +74.7% | +107.0% |
| 5Y | +128.7% | -0.9% | +129.6% | +111.5% |
| 10Y | +211.8% | -41.7% | +253.5% | +178.6% |
| All | +211.8% | -42.2% | +254.0% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling